Running "haxe build.hxml" command gives me "permission denied" error

I installed Haxe following instructions on this website: Haxe - The Cross-platform Toolkit

I did literally everything as is written there, I installed Haxe Compiler, then C# support for Haxe using command-line, then VSCode with Haxe extension pack, created a project with the exact structure they mentioned there and then I used VSCode to write Main.hx file. Everything went smoothly until I tried running
haxe build.hxml
command. I was prompted with the following error:
Sys_error("bin/cs/hxcs_build.txt: Permission denied")
I really don’t know what could be wrong. I restarted my PC, but got the same error. I made sure I run cmd.exe as admin. What’s wrong?

Does that file exists? If so, is it locked or are the permissions botched? If it doesn’t exist, can you create it by hand (without content)?